1 Answer
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TeXShop is not involved in this. The latexmk script starts with the shebang line

#!/usr/bin/env perl

that tells the operating system to use Perl for interpreting the script. The error message says that no perl executable is found. Since TeXShop only prepends /usr/texbin to the PATH environment variable, this means either that your PATH variable is malformed or that no perl executable is installed on your system (which is dubious, as Mac OS X has it by default).